+1,298.9%
COHR vs NI
+143.3%
+1,155.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +8.3% | 0.0% | +8.3% | +8.4% |
| 30D | -14.1% | -1.4% | -12.8% | -13.7% |
| 3M | -16.0% | -10.6% | -5.4% | -12.7% |
| 6M | +21.5% | -9.3% | +30.8% | +25.6% |
| YTD | +65.4% | +1.1% | +64.3% | +64.6% |
| 1Y | +195.0% | +3.4% | +191.6% | +190.9% |
| 3Y | +830.2% | +67.9% | +762.3% | +669.9% |
| 5Y | +397.1% | +98.0% | +299.1% | +283.0% |
| All | +1,298.9% | +143.3% | +1,155.6% | +955.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling